Examinando por Autor "Gómez Rueda, Diana Marcela"
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- ÍtemModelo predictivo del índice bursátil colombiano de deuda pública tasa fija COLTES LP entre enero 2016 y mayo del 2021(Fundación Universitaria Los Libertadores. Sede Bogotá., ) Gómez Rueda, Diana Marcela; Sandoval Rodriguez, Wilson; Gallego Torres, Adriana PatriciaThe COLTES LP Fixed Rate Public Debt Index (long term) was created in 2008 by the Colombian Stock Exchange for the fixed income market, it is composed of a basket of TES Securities (treasury securities are Colombian public debt securities issued by the Ministry of Finance and administered by the Bank of the Republic), which varies monthly according to maturity and relative liquidity criteria. This index is one of the strongest Colombian market benchmarks for local and foreign investors, it is a fundamental instrument for decision-making in portfolio management, fixed income investment strategies and efficient market risk management. The study has the methodology exploratory and descriptive analysis of the monthly data series from January 2016 to May 2021 was carried out using the Box Jenkins methodology applying the integrated autoregressive moving average model (ARIMA) to generate a short-term prediction model of the values of the Colombian fixed income stock index COLTES LP through the time series